From WO 2011/138360, a tool holder having a shrink-fit chuck and having a nozzle device for applying a liquid and/or gaseous medium to a rotary tool is known. There the nozzle device consists of a sleeve, which is screwed onto the outside of the chuck body and at its front end is provided with a nozzle ring. Prior to the shrinking operation, the nozzle device must be removed, which requires additional handling effort.